How options have affected short squeeze phenomenon
Carbone, Orlando (A.A. 2020/2021) How options have affected short squeeze phenomenon. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 100. [Master's Degree Thesis]
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Abstract/Index
Stock options and trading strategies involving options. Mechanism of options market. Directional option strategies. Non-directional options startegies. American versus European options. Factors affecting options. Put-call parity. Symthetic positions. Option pricing models. Binomial option pricing model. Greeks. Implied volatility. The black-scholes-merton option pricing model. A Monte Carlo approach option prices. How options trading influenced short aqueeze phenomenon. The short squeeze. Predator trading: Game Stop. Volkswagen short squeeze. Game Stop case. Use of option contracts inside the Game Stop short squeeze.
References
Bibliografia: pp. 99-100.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 Mar 2022 11:50 |
| Last Modified: | 15 Mar 2022 11:50 |
| URI: | https://tesi.luiss.it/id/eprint/31719 |
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